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Jau-er Chen
陳 釗而(チン ショウジ)

Associate Professor
  • ・B.A. / M.A., National Chung Cheng University

  • ・Ph.D. in Economics, New York University


Jau-er Chen

Biographical Statement

Jau-er Chen joined the Institute for International Strategy at Tokyo International University in 2018 as an associate professor of economics with tenure. After completing his Ph.D. in economics at New York University in 2011, Jau-er held an assistant professor position and then an assistant professor position with tenure at the Department of Economics, National Taiwan University. He also held a number of visiting scholar positions at the Columbia University in the City of New York, the MIT Economics Department at the Massachusetts Institute of Technology, Hokkaido University, and the Center for Research in Econometric Theory and Applications at National Taiwan University. He has been an adjunct instructor and thesis supervisor at the National Graduate Institute for Policy Studies (GRIPS, Japan), and the International Christian University (ICU, Japan) since 2018 and 2020 respectively. Jau-er’s research focuses on econometrics, causal machine learning, and empirical asset pricing, and has appeared in Journal of Econometrics, Empirical Economics, Studies in Nonlinear Dynamics and Econometrics, and other publications. cf,

As the principal investigator, Jau-er is currently working on the research project, “Quantile Treatment Effects estimated using Causal Machine Learning: Theory and Empirics”, which is supported by the Grant-in-Aid for Scientific Research (C) Japan Society for the Promotion of Science (JSPS) from 2020 to 2024.

Jau-er supervised 12 M.A. and 4 B.A. theses. If the TIU students want to do a thesis under his supervision, please read the webpage at

Selected Publications by Jau-er Chen

Peer-reviewed Journal Articles in English

Chen, J. & Mitra, R. (2020). Demographic shifts and asset returns in Japan. Economics Bulletin, 40(2), 1570-1582.

Chen, J. & Hsiang, C.W. (2019). Causal random forests model using instrumental variable quantile regression. Econometrics, 7(4), 1-22

Bascle, G., Mulotte, L., & Chen, J. (2019). Addressing strategy endogeneity and performance heterogeneity: Evidence from firm multinationality. Academy of Management Annual Meeting Proceedings, Vol. 2019.

Lee, M.H., Tai, T.C., Chen, J., & Lio M.C. (2019). Can information and communication technology improve stock market efficiency? A cross-country study. Bulletin of Economic Research, 71(2), 113-135.

Chiou, Y.Y., Chen M.Y., & Chen, J. (2018). Nonparametric regression with multiple thresholds: Estimation and inference. Journal of Econometrics, 206(1), 472-514.

Chen, J., & Kashiwagi, M. (2017). The Japanese Taylor Rule estimated using censored quantile regressions. Empirical Economics, 52(1), 357-371.

Chen, J. (2015). Factor instrumental variable quantile regression. Studies in Nonlinear Dynamics and Econometrics, 19(1), 71-92.

Peer-reviewed Journal Articles in Chinese

Lee, M.H., Chen, J., & Lio, M.C. (2020). The impact of housing prices on entrepreneurial activities in Taiwan. Taiwan Economic Forecast and Policy, 50(2), 95-134.

Chen, J., & Lin, K.F. (2015). Intertemporal relation between risk and return: A panel quantile regression approach.  Taiwan Economic Review, 43(3), 297-331.

Peer-reviewed Journal Articles in Japanese

Chen, J., & Katafuchi, Y. (2018). 日本の地価と失業率: 分位点回帰による分析 (Land Prices and Unemployment Rate in Japan). 九州経済学会年報 (The Annual Report of Kyushu Association of Economic Science ), 56, 47-58.